+402.8%
DIA vs ZTS
+170.4%
+232.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | -0.2% | -2.0% | +1.8% | +0.5% |
| 30D | -1.5% | +1.9% | -3.4% | -2.5% |
| 3M | +3.8% | -4.0% | +7.8% | +4.6% |
| 6M | +10.3% | -39.1% | +49.4% | +28.3% |
| YTD | +12.1% | -38.8% | +50.9% | +30.0% |
| 1Y | +18.6% | -49.6% | +68.2% | +46.8% |
| 3Y | +60.6% | -59.0% | +119.6% | +110.3% |
| 5Y | +64.4% | -61.8% | +126.2% | +116.7% |
| 10Y | +250.1% | +61.4% | +188.7% | +188.2% |
| All | +402.8% | +170.4% | +232.4% | +265.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ZTS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling